Fast and Scalable Bayesian Deep Learning by Weight-Perturbation in Adam

Mohammad Emtiyaz Khan, Didrik Nielsen, Voot Tangkaratt, Wu Lin, Yarin Gal, Akash Srivastava

Abstract: Uncertainty computation in deep learning is essential to design robust and reliable systems. Variational inference (VI) is a promising approach for such computation, but requires more effort to imp...